Perhaps it's a "duh" moment for anyone who's experienced prejudice first hand, but researchers from the University of Toronto have substantiated it with analytical data. According to Anne-Maia Tobin at the Canadian Press, the study, published in this month's Journal of Personality and Social Psychology, involved:

...a series of several experiments, was done at the University of Toronto by associate professor of psychology Michael Inzlicht and graduate student Sonia Kang. It builds on years of research showing that people don't perform well in situations where they're subjected to negative stereotyping.

The study conducted several experiments where they subjected female students to "subtle" stereotypes while performing different tasks, like taking tests or eating. Tobin reports:

In one of the experiments, female students were brought into a lab and given a rigorous test to determine their ability in math, while subjected to subtle stereotypes about women's math skills. Another group wrote the same test, but was given coping strategies and support to deal with the stress of writing the test. Everyone was given low scores and negative feedback. Later, they were asked to take part in a series of tasks to determine their levels of aggression. In the followup tasks, women who felt discriminated against showed more hostility than those who'd been given the coping strategies.